Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833147.4298 | 679810.3538 | 153337.076 | -4926821.5539 | 27465271.4547 | -32392093.0086 |
Total P&L (%) | 833.1474 | 679.8104 | 153.3371 | -4926.8216 | 27465.2715 | -32392.093 |
Avg Daily Profit (%) | 0.3333 | 0.2719 | 0.0613 | 0 | 0.225 | 0 |
Buy And Hold Return (%) | 767.484 | 767.484 | 767.484 | 767.484 | 767.484 | 767.484 |
Max Trade Drawdown | -107768 | -63849 | -115331 | -38713615 | -1624356 | -38565511 |
Profit Factor | 3.3863 | 6.0081 | 1.7185 | 0.8957 | 5.2165 | 0.2049 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 22 | 22 | 42 | 23 | 19 |
Losing Trades | 26 | 13 | 13 | 28 | 12 | 16 |
Profitability (%) | 62.8571 | 62.8571 | 62.8571 | 60 | 65.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.001 | 3.5503 | 1.0155 | 0.5972 | 2.7217 | 0.1725 |
Largest Winning Trade | 181159 | 181159 | 37509 | 21834261 | 21834261 | 2159732 |
Largest Losing Trade | -105737 | -44055 | -105737 | -35831205 | -1505236 | -35831205 |
Avg Bars in Trades | 138 | 144 | 132 | 138 | 144 | 132 |
Avg Bars in Winners | 137 | 134 | 140 | 138 | 137 | 140 |
Avg Bars in Losers | 140 | 161 | 118 | 138 | 159 | 122 |
Bars Traded | 9699 | 5064 | 4635 | 9699 | 5064 | 4635 |
Profit Streak | 132.5576 | 132.5576 | 241.3076 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218990 | -146371 | -271647 | -677981 | 656375 | -580232 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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